Machine Learning & Quant Finance

Machine Learning & Quant Finance

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Machine Learning & Quant Finance
Machine Learning & Quant Finance
Quant Letter: July 2023, Week 1
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Quant Letter: July 2023, Week 1

Weekly quantitative finance newsletter

Dr. Derek Snow's avatar
Dr. Derek Snow
Jul 05, 2023
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Machine Learning & Quant Finance
Machine Learning & Quant Finance
Quant Letter: July 2023, Week 1
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Again a great week for quant research. Let me know in the comment sections if there are any papers that I left out. I will start this week’s newletter off with an article that caught my eye.

Intraday Stock Predictability Everywhere

“With approximately 900 million observations we conduct, to our knowledge, the largest study ever of intraday stock return p…

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